Multivariate Beta Distribution (MBD) - Dirichlet Distribution

Multivariate Beta Distribution (MBD) - Dirichlet Distribution

• is a generalization of Multivariate Beta Distribution (MBD) - Dirichlet Distribution to multiple variables

Probability Density Function

• 𝑓(𝑥₁, ..., 𝑥_𝑘, 𝛼₁, ..., 𝛼_𝑘) = [1/𝐵(𝛼₁, ..., 𝛼_𝑘)] 𝛱_{1≤𝑖≤𝑘}[𝑥_𝑖^{(𝛼_𝑖 - 1)}]

where:

• 𝐵(𝛼₁, ..., 𝛼_𝑘) - Multivariate Beta Function